Randomized Algorithms for Matrices and Data

DOI10.1561/2200000035zbMath1232.68173OpenAlexW4244670803MaRDI QIDQ3117600

Michael W. Mahoney

Publication date: 29 February 2012

Published in: Foundations and Trends® in Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1561/2200000035

zbMATH Keywords

linear least-squares problemrandomized matrix algorithmslarge-scale data analysisrandom sampling algorithmsstatistical leveragelow-rank matrix approximation problemrandom projection algorithms

Mathematics Subject Classification ID

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Uses Software

• LSQR
• Algorithm 844
• RRQR
• toms/782
• Blendenpik
• LSRN
• Colibri
• SelInv

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